A

  • Aalaei, Mahboubeh Pricing life settlements in the secondary market using fuzzy internal rate of return [Volume 2, Issue 2, 2022, Pages 53-62]

  • Abbasi, Ebrahim Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]

  • Abbasi, Ebrahim The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash ‎risk [(Articles in Press)]

  • Abbaskhani, Hamid Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]

  • Abdi, Matin An online portfolio selection algorithm using beta risk measure and fuzzy clustering [(Articles in Press)]

  • Abdollahzade, Hadi Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Abid, Fathi Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]

  • Abid, Fathi Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Abolhasani Hastiany, Asghar Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Ahmadi, Ghasem A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [(Articles in Press)]

  • Ahmadzade semeskande, ‎Amir Mohammad The artificial neural networks for investigation of correlation between economic variables and stock market indices [(Articles in Press)]

  • Ahmadzade Semeskande, Amir Mohammad Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Aminataei, Azim A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]

  • Amini, Mohammad Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]

  • Aminian Shahrokhabadi, Mahdieh Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]

  • Amiri, Meisam Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]

  • Ansori, Moch. Fandi Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]

  • Ashar, Nurcahya Yulian Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]

  • Atatalab, Fatemeh Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]

  • Atatalab, Fatemeh The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]

  • Ayati, Kamran Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network [Volume 2, Issue 1, 2022, Pages 107-116]

  • Azari, Hossein Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]

  • Azhdari, Parvin Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]

B

  • Babaei, Afshin Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]

  • Bagheri, Meyssam Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Bagherzadeh Valami, Hadi Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Bagherzadeh Valami, Hadi Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]

  • Bahri Sales, Jamal Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]

  • Bani Asadi, Samaneh TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

  • Banihashemi, Seddigheh Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]

  • Banimostafaarab, Faezeh The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]

  • Basiri, Abdolali Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

  • Bolfake, Ali Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

D

  • Dahmarde Ghaleno, Mohsen Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]

E

  • Ebrahimi, Seyyed Babak An online portfolio selection algorithm using beta risk measure and fuzzy clustering [(Articles in Press)]

  • Ebrahimi Shaghaghi, Marzieh Banking, Monetary target policy and Stock market shock [Volume 2, Issue 1, 2022, Pages 33-62]

  • Ebrahimiyan, Niloufar Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Edrisi Tabriz, Yousef A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [(Articles in Press)]

  • Eskandari, Farzad Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]

  • Eskandari, Farzad Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]

  • Eslami Mofid Abadi, Hossein The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]

  • Eslami Mofid Abadi, Hossein Banking, Monetary target policy and Stock market shock [Volume 2, Issue 1, 2022, Pages 33-62]

  • Esna-Ashari, Maryam Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]

F

  • Farajnezhad, Mohammad An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [(Articles in Press)]

  • Farid, Dariush A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]

  • Fathi Vajargah, Kianoush Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]

  • Feng, Chunhua Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]

G

  • Garshasebi, Pooya Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]

  • Ghalibaf Asl, Hasan Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]

  • Ghalibaf Asl, Hasan Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]

  • Ghanbari, Ali Mohammad Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Ghasemifard, Azadeh Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]

  • Ghorbanidolatabadi, Khadijeh Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]

  • Golarzi, Gholam Hosein Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • Goldani, Mahdi Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series [(Articles in Press)]

H

  • Hadidifard, Shohre Disclosure of material information and dividend [(Articles in Press)]

  • Hamdi, Abdelouahed Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

  • Hamidi Razi, Hasan Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]

  • Hamooni, Amir Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Hamooni, Amir Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Hamzeh, Asma The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]

  • Hanafizadeh, Payam Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

  • Heidouzahi, Emambakhsh Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]

  • Hosseinpour Samim Mamaghani, Robabeh Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]

J

  • Jafari, Farzad Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Jafari, Farzad Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Jafari, Farzad Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Jafari, Farzad An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [(Articles in Press)]

  • Jafari Nodoushan, ‎Abbasali The artificial neural networks for investigation of correlation between economic variables and stock market indices [(Articles in Press)]

  • Jamnia, Abdulrashid Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]

  • Jaziri, Maryem Modeling auto insurance frequency using K-means and mixture regression [(Articles in Press)]

  • Jones, Cadavious Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]

K

  • K. A. Kaabar, Mohammed Economic Models Involving Time Fractal [Volume 1, Issue 1, 2021, Pages 181-200]

  • K. Ali, Karmina Economic Models Involving Time Fractal [Volume 1, Issue 1, 2021, Pages 181-200]

  • Kanani Dizaji, Atefeh Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

  • Karami, Parisa Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

  • Karimkhani, Roya A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [(Articles in Press)]

  • Karimzadeh khosroshahi, Mahya Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]

  • Kaviani, Mehran Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Khadimallah, Asma Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]

  • Khadimallah, Asma Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Khalili Golmankhaneh, Alireza Economic Models Involving Time Fractal [Volume 1, Issue 1, 2021, Pages 181-200]

  • Khamesian, Farzan Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]

  • Khani, Mehrdokht Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]

  • Khanizadeh, Farbod Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]

  • Khavari, Mahdi Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

  • Kheirazar, Roghaieh Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Khodamoradi, Tahereh Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

  • Kuebler, Felix Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

L

  • Lotfi Ghahroud, Majid Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Lotfi Ghahroud, Majid Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Lotfi Ghahroud, Majid An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [(Articles in Press)]

M

  • Maghsoudi, Jamal Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Mahmoudpour, Nasrollah Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]

  • Malek, Arman Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]

  • Mashayekhi, Sima Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

  • Masmoudi, Afif Modeling auto insurance frequency using K-means and mixture regression [(Articles in Press)]

  • Mehrdoust, Farshid Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

  • Mirzaei, Hamid Reza A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]

  • Mohammadi Jarchelou, Samaneh Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]

  • Mohammadi Larijani, Marzieh ‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]

  • Mohseni, Nazanin An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Moradi, Maryam Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Morsaliarzanagh, Zoleikha The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash ‎risk [(Articles in Press)]

  • Mousavi, Seyed Nourollah Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

N

  • Nabati, Parisa The first order nonlinear autoregressive model ‎ ‎with Ornstein Uhlenbeck processes driven by white ‎noise [Volume 1, Issue 1, 2021, Pages 3-10]

  • Najafi, Amir Abbas An online portfolio selection algorithm using beta risk measure and fuzzy clustering [(Articles in Press)]

  • Najjarpour, Alireza Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]

  • Nasiri, Parviz Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Nasiri, Tayebeh A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]

  • Neisy, Abdolsadeh Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]

  • Neisy, Abdolsadeh Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]

  • Neisy, Abdolsadeh A Numerical solution for the new model of time-fractional bond pricing‎: ‎Using a multiquadric approximation method [Volume 2, Issue 1, 2022, Pages 131-150]

  • Neisy, Abdolsadeh Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • Neshat, Najme Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Neshat, Najmeh The artificial neural networks for investigation of correlation between economic variables and stock market indices [(Articles in Press)]

  • Nezamdoust, Sajad Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]

  • Noorani, Idin Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

P

  • Pahlevannezhad, Ali ‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]

  • Pakizeh, Kamran Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]

  • Pakmaram, Asgar Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]

  • Parsaei, Mona Disclosure of material information and dividend [(Articles in Press)]

  • Payandeh Najafabadi, Amir Teimour Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

  • Payandeh Najafabadi, Amir Teimour Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]

  • Payandeh Najafabadi, Amir Teimour Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]

  • Peymany, Moslem Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

  • Peymany, Moslem Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Peymany, Moslem Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]

  • Pourahmadi, Zahra A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]

  • Pourmohammad Azizi, S. M. Esmaeil ‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]

  • Pourrafiee, Mahdi ‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]

Q

  • Qezelbash, Mohammad Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Qezelbash, Mohammad An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [(Articles in Press)]

R

  • Raei, Reza Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]

  • Rahmany, Sajjad Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

  • Rasouli, Abbas Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Rezaei, Mehdi The artificial neural networks for investigation of correlation between economic variables and stock market indices [(Articles in Press)]

  • Rezaei, Nader Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]

  • Rezaei, Zeinab The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash ‎risk [(Articles in Press)]

  • Riahi, Monireh Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

  • Rivaz, Azim TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

S

  • Saeedi, Ali An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [(Articles in Press)]

  • Safdari, Ali Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

  • Safdari, Ali Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

  • Safdari-Vaighani, Ali Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]

  • Sahebjamnia, Navid Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Salahi, Maziar Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

  • Salavati, Erfan An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Salimi Nasab, Soheil Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • Salmani, Hadiseh Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

  • Samadi, Fatemeh The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]

  • Sasouli, Mohammad Reza Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]

  • Seighaly, Mohsen Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]

  • Shadrokh, Ali Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Shahbeyk, Shokouh Robustness in Mean-Variance Portfolio Optimization [Volume 2, Issue 2, 2022, Pages 195-204]

  • Shahmoradi, Nafiseh Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]

  • Shahmoradi, Nafiseh Disclosure of material information and dividend [(Articles in Press)]

  • Shekari Firouzjaie, Abbas Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Sheybanifar, Soudeh Impacts of No Short Selling and Noise Reduction on Portfolio Allocation [Volume 1, Issue 1, 2021, Pages 91-115]

  • Sinaei nasab, Zeinab Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]

  • Soheili, Ali R. Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]

  • Soheili, Ali R. A Numerical solution for the new model of time-fractional bond pricing‎: ‎Using a multiquadric approximation method [Volume 2, Issue 1, 2022, Pages 131-150]

T

  • Taherifard, Morteza Banking, Monetary target policy and Stock market shock [Volume 2, Issue 1, 2022, Pages 33-62]

  • Taherinasab, Yasser Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]

  • Tajdini, Saeid Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Tajdini, Saeid Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Tajdini, Saeid Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]

  • Tajdini, Saeid An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [(Articles in Press)]

  • Tamoradi, Ali The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash ‎risk [(Articles in Press)]

  • Teimoori Faal, Hossein Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Triki, Ons Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

V

  • Vahabi, Saman Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]

  • Vahdani, Marzieh Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

Y

  • Yilmazer, Resat Economic Models Involving Time Fractal [Volume 1, Issue 1, 2021, Pages 181-200]

Z

  • Zakeri, Ali A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]

  • Zamanpour, Alireza Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Zaytsev, Alexey The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]

  • Zokaei, Mohammad Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

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